| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 776050.0973 | 676300.687 | 99749.4103 | 1961567.4281 | 703382.7125 | 1258184.7156 |
| Total P&L (%) | 776.0501 | 676.3007 | 99.7494 | 1961.5674 | 703.3827 | 1258.1847 |
| Avg Daily Profit (%) | 0.3725 | 0.3246 | 0.0479 | 0.1454 | 0.1001 | 0.1253 |
| Buy And Hold Return (%) | 100.1953 | 100.1953 | 100.1953 | 100.1953 | 100.1953 | 100.1953 |
| Max Trade Drawdown | -104001 | -75972 | -180922 | -3187142 | -2804653 | -1233036 |
| Profit Factor | 1.4288 | 1.7714 | 1.1069 | 1.0732 | 1.0513 | 1.0961 |
| Total Trades | 666 | 333 | 333 | 666 | 333 | 333 |
| Winning Trades | 246 | 125 | 121 | 246 | 125 | 121 |
| Losing Trades | 420 | 208 | 212 | 420 | 208 | 212 |
| Profitability (%) | 36.9369 | 37.5375 | 36.3363 | 36.9369 | 37.5375 | 36.3363 |
| Ratio Avg Win / Avg Loss | 2.4393 | 2.9477 | 1.9393 | 1.8322 | 1.7493 | 1.9205 |
| Largest Winning Trade | 267682 | 267682 | 51787 | 1429076 | 1429076 | 857766 |
| Largest Losing Trade | -23044 | -19065 | -23044 | -435099 | -435099 | -313111 |
| Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
| Avg Bars in Winners | 62 | 64 | 61 | 62 | 64 | 61 |
| Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
| Bars Traded | 24906 | 12548 | 12358 | 24906 | 12548 | 12358 |
| Profit Streak | 8.7453 | 0 | 12.3287 | 8.7453 | 0 | 12.3287 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380259 | 310839 | -400105 | -138454 | -225669 | -142506 |
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1579507200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225996491,
"expiration_time": 1765699200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 20,
"offset": 0,
"poles": 3
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
776050.0972973091,
676300.6869829406,
99749.4103143693,
1961567.4280865784,
703382.71245085,
1258184.7156357288
],
[
776.050097,
676.300687,
99.74941,
1961.567428,
703.382712,
1258.184716
],
[
0.372505,
0.324625,
0.04788,
0.145356,
0.100066,
0.125298
],
[
100.195312,
100.195312,
100.195312,
100.195312,
100.195312,
100.195312
],
[
-104001,
-75972,
-180922,
-3187142,
-2804653,
-1233036
],
[
1.428757,
1.771425,
1.106877,
1.073159,
1.051251,
1.096132
],
[
666,
333,
333,
666,
333,
333
],
[
246,
125,
121,
246,
125,
121
],
[
420,
208,
212,
420,
208,
212
],
[
36.936937,
37.537538,
36.336336,
36.936937,
37.537538,
36.336336
],
[
2.439341,
2.947651,
1.939322,
1.832223,
1.749281,
1.920497
],
[
267682,
267682,
51787,
1429076,
1429076,
857766
],
[
-23044,
-19065,
-23044,
-435099,
-435099,
-313111
],
[
37,
37,
37,
37,
37,
37
],
[
62,
64,
61,
62,
64,
61
],
[
22,
21,
23,
22,
21,
23
],
[
24906,
12548,
12358,
24906,
12548,
12358
],
[
8.74533,
0,
12.328663,
8.74533,
0,
12.328663
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380259,
310839,
-400105,
-138454,
-225669,
-142506
]
]
}
{
"trading_pair": "ZIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1579507200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225996491,
"expiration_time": 1765699200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 20,
"offset": 0,
"poles": 3
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|